magical candy and sweets:

• acid pops (burn a hole right through your tongue)
• blood-flavored lollipops (for vampires, presumably)
• canary cream (taste like ordinary custard creams but transfigure the eater into a huge canary)
• chocoballs (full of strawberry mousse and clotted cream)
• chocolate frogs (come with a collectable card of a famous witch or wizard in each pack)
• cockroach clusters (real cockroaches in them, apparently)
• drooble's best blowing gum (fill the room with bluebell-colored bubbles that refuse to pop for days)
• edible dark marks (they'll make anyone sick!)
• exploding bon-bons
• fainting fancy (causes the eater to faint)
• fever fudge (causes the eater to develop a high fever)
• fizzing whizbees (massive sherbet balls that make you levitate)
• fudge flies
• ice mice ("hear your teeth chatter and squeak!")
• jelly slugs
• licorice wands
• nosebleed nougat (causes the eater to develop a serious nosebleed)
• pepper imps (tiny black candy that makes you "breathe fire for your friends!")
• peppermint toads (peppermint creams shaped like toads and "hop realistically in the stomach!")
• puking pastilles (cause the eater to begin vomiting)
• sugar quills (suck on them in class and you look like you're thinking)
• ton-tongue toffee (makes a person's tongue swell up to ten times its normal size)
• toothflossing stringmints ("splintery," Hermione bought some for her dentist parents)
• squeaking sugar mice (Flitwick gave a box of these to Harry after the interview was published in The Quibbler)

non-magical candy and sweets:

• lemon drops / sherbet lemons (Dumbledore liked them)
• cauldron cakes (sold on the Hogwarts Express)
• cream cakes (made by the House-Elves of Hogwarts)
• peppermint humbugs (were served at the welcoming feast in 1991)
• pumpkin pasties (PS6)
• treacle fudge (a specialty of Hagrid's; cements your mouth shut)
• treacle tart